Xiangfeng Yang

发表

Asian-barrier option pricing formulas of uncertain financial market

Xiangfeng Yang, Zhiqiang Zhang, Xin Gao, 2019, Chaos, Solitons & Fractals.

Extreme values problem of uncertain heat equation

Yaodong Ni, Xiangfeng Yang, 2019, Journal of Industrial & Management Optimization.

A Review on Uncertain Set

Jinwu Gao, Xiangfeng Yang, 2014 .

Uncertain differential games with application to capitalism

Jinwu Gao, Xiangfeng Yang, 2013 .

Shapley Value of Uncertain Coalitional Game based on Hurwicz Criterion with Application to Water Resource Allocation

Bo Dai, Xiangfeng Yang, Xiaoyu Liu, 2021, Group Decision and Negotiation.

Parameter estimation of uncertain differential equation with application to financial market

Yuhan Liu, Xiangfeng Yang, Gyei-Kark Park, 2020, Chaos, Solitons & Fractals.

Runge-Kutta Method for Solving Uncertain Differential Equations

Xiangfeng Yang, Xiangfeng Yang, Yuanyuan Shen, 2015 .

Uncertain Core for Coalitional Game with Uncertain Payos

Jinwu Gao, Xiangfeng Yang, 2014 .

Large deviations for Bernstein bridges

Nicolas Privault, J. Zambrini, Xiangfeng Yang, 2016 .

General large deviations of longest gaps in homogeneous Poisson processes

Xiangfeng Yang, J. O. Omwonylee, 2020 .

A general large deviation principle for longest runs

Xiangfeng Yang, Zhenxia Liu, 2016 .

Weather Derivatives Pricing Using Regime Switching Models

Martin Singull, Xiangfeng Yang, F. Berntsson, 2017 .

RELIABILITY INDEX AND OPTION PRICING FORMULAS OF THE FIRST-HITTING TIME MODEL BASED ON THE UNCERTAIN FRACTIONAL-ORDER DIFFERENTIAL EQUATION WITH CAPUTO TYPE

Xiangfeng Yang, Ting Jin, Hui Ding, 2020 .

Barrier swaption pricing formulae of mean-reverting model in uncertain environment

Xiangfeng Yang, Jing Lu, Miao Tian, 2022, Chaos, Solitons & Fractals.

Lookback option pricing problem of mean-reverting stock model in uncertain environment

Xiangfeng Yang, Miao Tian, Yi Zhang, 2021, Journal of Industrial & Management Optimization.

Power Option Pricing Problem Based on Uncertain Mean-Reverting Stock Model with Floating Interest Rate

Xiangfeng Yang, Can Huang, 2019, Proceedings of the Sixth International Forum on Decision Sciences.

Reliability analysis of the uncertain heat conduction model

Xiangfeng Yang, Ting Jin, Chenlei Tian, 2022, Comput. Math. Appl..

Limit theorems with asymptotic expansions for stochastic processes

Xiangfeng Yang, 2013 .

Maximum likelihood estimation for uncertain autoregressive moving average model with application in financial market

J. Yang, Jinwu Gao, Xiangfeng Yang, 2022, Journal of Computational and Applied Mathematics.

Parameter estimation in uncertain delay differential equations via the method of moments

Jinwu Gao, Xiangfeng Yang, Yin Gao, 2022, Appl. Math. Comput..

Cross validation for uncertain autoregressive model

Zhe Liu, Xiangfeng Yang, 2020, Commun. Stat. Simul. Comput..

Least-squares estimation for uncertain moving average model

Yaodong Ni, Xiangfeng Yang, 2020 .

Uncertain time series analysis with imprecise observations

Baoding Liu, Xiangfeng Yang, 2018, Fuzzy Optimization and Decision Making.

Adams method for solving uncertain differential equations

Dan A. Ralescu, Xiangfeng Yang, D. Ralescu, 2015, Appl. Math. Comput..

On the longest block in Lüroth expansion

Xiangfeng Yang, Min Wu, Jinjun Li, 2018 .

Stability in inverse distribution for uncertain differential equations

Xiangfeng Yang, Yaodong Ni, Yansheng Zhang, 2017, J. Intell. Fuzzy Syst..

Linear–Quadratic Uncertain Differential Game With Application to Resource Extraction Problem

Jinwu Gao, Xiangfeng Yang, Jinwu Gao, 2016, IEEE Transactions on Fuzzy Systems.

Integration with Respect to Fractional Local Time with Hurst Index 1/2 < H < 1

Litan Yan, Xiangfeng Yang, Junfeng Liu, 2008, 0803.3665.

Integration with respect to fractional local times with Hurst index $H$ greater than 1/2

Litan Yan, Xiangfeng Yang, Junfeng Liu, 2008 .

Resolution Principle in Uncertain Random Environment

Jinwu Gao, Xiangfeng Yang, Yaodong Ni, 2018, IEEE Transactions on Fuzzy Systems.

The Production Routing Problem Under Uncertain Environment

Xiangfeng Yang, Yaodong Ni, Chenyin Wang, 2021, IEEE Access.

Laplace transform asymptotics and large deviation principles for longest success runs in Bernoulli trials

Takis Konstantopoulos, Zhenxia Liu, Xiangfeng Yang, 2015, J. Appl. Probab..

Uncertain time series analysis with imprecise observations

Baoding Liu, Xiangfeng Yang, Baoding Liu, 2018, Fuzzy Optimization and Decision Making.

A concept of nucleolus for uncertain coalitional game with application to profit allocation

Jinwu Gao, Xiangfeng Yang, Sha Luo, 2022, Inf. Sci..

Bayesian equilibria for uncertain bimatrix game with asymmetric information

Jinwu Gao, Xiangfeng Yang, 2017, J. Intell. Manuf..

A linear uncertain pharmacokinetic model driven by Liu process

Zhe Liu, Xiangfeng Yang, Zhe Liu, 2021 .

Uncertain Shapley value of coalitional game with application to supply chain alliance

Jinwu Gao, Di Liu, Xiangfeng Yang, 2017, Appl. Soft Comput..

Uncertain insurance risk process with single premium and multiple classes of claims

Xiangfeng Yang, Zhe Liu, Zhe Liu, 2020, Journal of Ambient Intelligence and Humanized Computing.

Monotonicity theorem for the uncertain fractional differential equation and application to uncertain financial market

Xiangfeng Yang, Ting Jin, Xiangfeng Yang, 2021, Math. Comput. Simul..

Uncertain learning curve and its application in scheduling

Yuchen Li, Xiangfeng Yang, Zaoli Yang, 2019, Comput. Ind. Eng..

Uncertain chemical reaction equation

Xiangfeng Yang, Han Tang, Xiangfeng Yang, 2021, Appl. Math. Comput..

Analysis and prediction of confirmed COVID-19 cases in China with uncertain time series

Xiangfeng Yang, Tingqing Ye, 2020, Fuzzy Optim. Decis. Mak..

Ridge Estimation for Uncertain Autoregressive Model with Imprecise Observations

Xiangfeng Yang, Dan Chen, Xiangfeng Yang, 2021, Int. J. Uncertain. Fuzziness Knowl. Based Syst..

Maximum likelihood estimation for uncertain autoregressive model with application to carbon dioxide emissions

Xiangfeng Yang, Dan Chen, Dan Chen, 2021, J. Intell. Fuzzy Syst..

Least absolute deviations estimation for uncertain autoregressive model

Gyei-Kark Park, Xiangfeng Yang, Yancai Hu, 2020, Soft Computing.

A Dufort-Frankel scheme for one-dimensional uncertain heat equation

Dan A. Ralescu, Xiangfeng Yang, D. Ralescu, 2021, Math. Comput. Simul..

Two-person cooperative uncertain differential game with transferable payoffs

Jinwu Gao, Xiangfeng Yang, Yi Zhang, 2021, Fuzzy Optimization and Decision Making.

A relation between moments of Liu process and Bernoulli numbers

Xiangfeng Yang, Guanzhong Ma, Xiao Yao, 2020, Fuzzy Optim. Decis. Mak..

Least squares estimation for the high-order uncertain moving average model with application to carbon dioxide emissions

Jinwu Gao, Xiangfeng Yang, Yue Xin, 2021, Int. J. Gen. Syst..

Pricing and recovery in a dual-channel closed-loop supply chain under uncertain environment

Xiangfeng Yang, Yaodong Ni, Guangzhou Yan, 2021, Soft Computing.

Pricing, carbon emission reduction and recycling decisions in a closed-loop supply chain under uncertain environment

Yaodong Ni, Xiangfeng Yang, Qinyu Song, 2021, Journal of Industrial & Management Optimization.

Existence and uniqueness theorem for uncertain heat equation

Yaodong Ni, Xiangfeng Yang, 2017, J. Ambient Intell. Humaniz. Comput..

Large-deviation asymptotics of condition numbers of random matrices

Denise Uwamariya, Xiangfeng Yang, Martin Singull, 2021, Journal of Applied Probability.

Precise asymptotics for large deviations of integral forms

Xiangfeng Yang, 2012, 1211.5610.

Uncertain population model

Xiangfeng Yang, Zhiqiang Zhang, Xiangfeng Yang, 2020, Soft Comput..

Uncertain partial differential equation with application to heat conduction

Kai Yao, Xiangfeng Yang, Xiangfeng Yang, 2016, Fuzzy Optimization and Decision Making.

Stability in measure for uncertain heat equations

Xiangfeng Yang, Xiangfeng Yang, 2019, Discrete & Continuous Dynamical Systems - B.

Uncertain Calculus With Yao Process

Jinwu Gao, Samarjit Kar, Xiangfeng Yang, 2016, IEEE Transactions on Fuzzy Systems.

Special issue on computational optimization and intelligence in uncertain environment

Jinwu Gao, Kai Yao, Xiaowei Chen, 2017, J. Ambient Intell. Humaniz. Comput..

Lookback option pricing problem of uncertain exponential Ornstein–Uhlenbeck model

Yin Gao, Xiangfeng Yang, Zongfei Fu, 2017, Soft Computing.

The stability of multifactor uncertain differential equation

Zhiqiang Zhang, Rong Gao, Xiangfeng Yang, 2016, J. Intell. Fuzzy Syst..

A relation between moments of Liu process and Bernoulli numbers

Xiangfeng Yang, Guan-zhong Ma, Xiao Yao, 2020, Fuzzy Optimization and Decision Making.

A Gaussian expectation product inequality

Xiangfeng Yang, Zhi Wang, Zhenxia Liu, 2017 .

Barrier option pricing of mean-reverting stock model in uncertain environment

Miao Tian, Xiangfeng Yang, Yi Zhang, 2019, Math. Comput. Simul..

Integral Convergence Related to Weak Convergence of Measures

Xiangfeng Yang, 2011 .

On a type of superlinear growth variational problems

Xiangfeng Yang, Zhi Wang, 2020, Quaestiones Mathematicae.

Feynman-Kac formula for Levy processesand semiclassical (Euclidean) momentum representation

Nicolas Privault, J. Zambrini, Xiangfeng Yang, 2013, 1308.2363.

Asymptotic expansions for Laplace transforms of Markov processes

Xiangfeng Yang, 2018 .

On longest matching consecutive subsequence

Xiangfeng Yang, Jinjun Li, 2019, International Journal of Number Theory.

Optimal Pricing in Recycling and Remanufacturing in Uncertain Environments

Yaodong Ni, Guangzhou Yan, Xiangfeng Yang, 2020, Sustainability.

Uncertain interest rate model for Shanghai interbank offered rate and pricing of American swaption

Xiangfeng Yang, Hua Ke, 2022, Fuzzy Optimization and Decision Making.

Moment estimation in uncertain differential equations based on the Milstein scheme

Xiangfeng Yang, Han Tang, Xiangfeng Yang, 2022, Appl. Math. Comput..

Equity warrants model based on uncertain exponential Ornstein–Uhlenbeck equation

Xiangfeng Yang, Geng Li, Huadong Wu, 2021, Soft Computing.

Numerical method for solving uncertain spring vibration equation

Xiangfeng Yang, Waichon Lio, Lifen Jia, 2018, Appl. Math. Comput..

Existence and uniqueness theoremfor uncertain spring vibration equation

Xiangfeng Yang, Lifen Jia, Xiangfeng Yang, 2018, J. Intell. Fuzzy Syst..

Solving uncertain heat equation via numerical method

Xiangfeng Yang, Xiangfeng Yang, 2018, Appl. Math. Comput..

Exact upper tail probabilities of random series

Xiangfeng Yang, 2015 .